Year: 2006
Type: book-chapter
Abstract: <!-- *** Custom HTML *** --> This paper describes a new approach to time series modeling that combines subject-matter knowledge of the system dynamics with statistical techniques in time series analysis and regression. Applications to American option pricing and the Canadian lynx data are given to illustrate this approach.
Authors: Tze Leung Lai, Samuel Po-Shing Wong
Institutions: Stanford University, Chinese University of Hong Kong
Language: English
Subfield: Signal Processing
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1733041874